Quantitative Risk & Model Engineer

Risk Professionals, Inc.; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

The Office of Clearance and Settlement (OCS) within Division of Examinations seeks a Quantitative Research Analyst (Financial Engineer), SK-1501-14 in various locations. You will analyze risk management areas including margin models and settlement systems, and develop authoritative analyses from model examinations.

You will interpret data, communicate complex concepts to non-technical audiences, and support risk assessments for major registrants in US and international markets.

Qualifications

• Degree in Mathematics, statistics, or actuarial science at the baccalaureate level or higher.
• Experience with quantitative risk modeling, backtesting, and stress testing.
• Ability to interpret financial data and communicate findings clearly.

Responsibilities

• Analyze complex risk management areas such as margin systems, liquidity, and model risk.
• Develop, maintain, and validate quantitative models used for forecasting and risk.
• Present authoritative analyses and reports from examinations of quantitative models.

Skills

Quantitative research

Data interpretation

Probability & statistics

Model validation

Education

Mathematics / Statistics / Actuarial Science degree

Tools

Python

R

C/C++/C#

kdb+/q

Job description

The Office of Clearance and Settlement (OCS) within Division of Examinations seeks a Quantitative Research Analyst (Financial Engineer), SK-1501-14 in various locations. You will analyze risk management areas including margin models and settlement systems, and develop authoritative analyses from model examinations.

You will interpret data, communicate complex concepts to non-technical audiences, and support risk assessments for major registrants in US and international markets.